Weekend Reads - Aug 31, 2024
Market and Model Risk; Benevolent Billionaire or Despot — Or Both?; Portable Alpha: Still A Great Solution For Improving Return Outcomes; Private Credit’s Next Act; and more...
Market and Model Risk: Sequentially Interweaved Risk Dimensions (Enterprising Investor)
The Superintelligence of AI Investor Daniel Gross (The Information)
Benevolent Billionaire or Despot — Or Both? (Napkin Math)
Portable Alpha: Still A Great Solution For Improving Return Outcomes (AQR)
Private Credit’s Next Act (Oliver Wyman)
Deep Value (GMO)
Thinning the Herd: ~50% of Unicorns Should No Longer Be Unicorns (Industry Ventures)
The Quant Renaissance: How Alternative Approaches Are Driving the Rebirth of Systematic Investing (Man Institute)
The Enduring Appeal: How Top Companies Command High Valuations (Adams Street)
How To Use Alternative Investments With Phil Huber (📺 Peter Lazaroff)
The Corporate Lifecycle + The Market’s Fallen Heroes — ft. Aswath Damodaran (📺 The Prof G Show)
Mo' Momentum Markets (UBS)
Worth the Weight (S&P)
Limits to Growth (Market Sentiment)
Why Home Prices Could Fall with Mortgage Rates (Party at the Moontower)
Long & Short Mean Reversion Machine Learning (Quant Trading Rules)
Intrinsic Value: A Solution to the Declining Performance of Value Strategies by Bergen et al. (SSRN)
Machine Learning and the Yield Curve: Tree-Based Macroeconomic Regime Switching by Bie et al. (SSRN)